“…Selection of Variables in the High Dimensions regression model (HDRM ) is one of the important goals that researchers attach importance to obtaining the best regression equation, including obtaining the best estimated equation for future prediction, Therefore, the research has followed two ways to deal with the problem of high dimensions, the first of which is the use of penalized estimation methods that depend on a penalty function, and thus it is the process of estimation and selection of important variables at the same time 1,2 .The second way has focused on the methods of selection variables and then the estimation of the parameters associated with the variables that have been selected 3,4,5 .…”